Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51634.93 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48435.87 Kr¶

PnL: ---------------------------------------> -651.7 Kr¶

DD now: ---------------------------------> -0.596 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 18:53:09.472222'

Anic Portfolio¶

Today¶

Return: -0.508 %¶

This Week¶

Return: 8.643 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 69.039 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 1.280000 3423.600000 243.600000 7.660000 3180.000006
HMS Networks 2 -0.460000 778.400000 105.400000 15.660000 673.000000
Nordea Bank Abp 29 -0.100000 3531.620000 77.620000 2.250000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
SAAB B 8 -0.300000 3416.800000 39.800000 1.180000 3377.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Resurs Holding 22 0.400000 611.380000 37.380000 6.510000 573.999998
Swedbank A 3 1.730000 601.200000 37.200000 6.600000 564.000000
AcadeMedia 12 -0.520000 591.360000 34.360000 6.170000 557.000004
Norva24 Group 16 3.750000 576.000000 33.000000 6.080000 543.000000
Samhällsbyggnadsbo. i Norden B 20 -0.840000 379.900000 24.900000 7.010000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 0.000000 539.400000 12.400000 2.350000 527.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.660000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 -1.220000 572.040000 2.040000 0.360000 570.000000
Coor Service Management Hold. 8 0.530000 534.000000 2.000000 0.380000 532.000000
Creaspac SPAC 6 -0.210000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.180000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Corem Property Group B 59 -3.040000 563.750000 -13.250000 -2.300000 576.999999
Boozt 12 -0.880000 1630.800000 -23.200000 -1.400000 1653.999996
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 -0.840000 545.400000 -28.600000 -4.980000 574.000000
International Petroleum Corp. 5 -1.400000 562.500000 -32.070000 -5.390000 594.565215
CTEK 13 -1.310000 499.850000 -34.150000 -6.400000 533.999999
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -0.680000 1769.900000 -219.100000 -11.020000 1989.000002
Axfood 15 -0.300000 4033.500000 -266.500000 -6.200000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48435.870000 -651.700000 -0.59573% 49087.564636

Updated:¶

'2023-01-31 18:53:22.838353'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶